+9.6%
FHN vs EXR
+2,662.2%
-2,652.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +1.2% | -2.6% | +3.7% | +2.6% |
| 30D | -4.7% | -7.2% | +2.5% | -0.9% |
| 3M | +3.5% | -3.5% | +7.1% | +5.3% |
| 6M | +7.8% | -5.3% | +13.1% | +10.5% |
| YTD | +5.9% | +9.4% | -3.5% | +0.1% |
| 1Y | +12.5% | +1.3% | +11.2% | +10.1% |
| 3Y | +117.2% | +22.4% | +94.8% | +83.8% |
| 5Y | +86.5% | -12.2% | +98.8% | +75.5% |
| 10Y | +125.7% | +148.6% | -22.8% | +2.6% |
| All | +9.6% | +2,662.2% | -2,652.7% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling